+67.9%
CVX vs CEG
+130.7%
-62.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.9% |
| 7D | -1.7% | +11.8% | -13.5% | -2.1% |
| 30D | -0.8% | -6.5% | +5.7% | -0.6% |
| 3M | +9.4% | -1.2% | +10.5% | +9.3% |
| 6M | +17.5% | -8.0% | +25.6% | +17.7% |
| YTD | +43.8% | -21.9% | +65.7% | +45.1% |
| 1Y | +41.9% | -21.4% | +63.3% | +42.9% |
| All | +67.9% | +130.7% | -62.8% | +55.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling